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An empirical analysis of real exchange rate movements in the euro

Hamori, Shigeyuki; Hamori, Naoko - In: Applied economics 43 (2011) 10/12, pp. 1187-1191

Persistent link: https://www.econbiz.de/10009239436

On the influence of oil price shocks on economic activity, inflation, and exchange rates

Yoshizaki, Yasunori; Hamori, Shigeyuki - In: International journal of financial research 4 (2013) 2, pp. 33-41

Persistent link: https://www.econbiz.de/10010205120

Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach

Tamakoshi, Go; Hamori, Shigeyuki - In: International review of economics & finance : IREF 31 (2014), pp. 105-113

Persistent link: https://www.econbiz.de/10010490436

Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan

Nakajima, Tadahiro; Hamori, Shigeyuki - In: Research in international business and finance 26 (2012) 3, pp. 371-386

Persistent link: https://www.econbiz.de/10009615925

Gold prices and exchange rates : a time-varying copula analysis

Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 41-50

Persistent link: https://www.econbiz.de/10010389374

An empirical investigation of stock markets : the CCF approach

Hamori, Shigeyuki - 2003

Persistent link: https://www.econbiz.de/10001780162

Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates

Xu, Lei; Hamori, Shigeyuki; Kinkyō, Takuji - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821307

Interdependence of foreign exchange markets : a wavelet coherence analysis

Yang, Lu; Cai, Xiao Jing; Zhang, Huimin; Hamori, Shigeyuki - In: Economic modelling 55 (2016), pp. 6-14

Persistent link: https://www.econbiz.de/10011642425

Conditional dependence between oil prices and exchange rates in BRICS countries : an application of the copula-GARCH model

He, Yijin; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 12 (2019) 2/99, pp. 1-25

We studied the dependence structure between West Texas Intermediate (WTI) oil prices and the exchange rates of BRICS1 countries, using copula models. We used the Normal, Plackett, rotated-Gumbel, and Student's t copulas to measure the constant dependence, and we captured the dynamic dependence...

Persistent link: https://www.econbiz.de/10012021992

Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis

Yang, Lu; Cai, Xiao Jing; Hamori, Shigeyuki - In: International review of economics & finance : IREF 49 (2017), pp. 536-547

Persistent link: https://www.econbiz.de/10011748693